Due Dates:
See Schedule
Resources
Read Manly Chapter 8
Lesson
Description
This module introduces you to time series analysis.
Time series analysis is a complex topic and could be the subject of a
full semester course (or more). This module is simply an introduction
to the relevant concepts and techniques.
The first main objective of the module is to understand positive and
negative serial correlation and to be able to explain what it is and
why it is important to worry about it. The second main objective is to
be able to test a data series for correlation using various tests. The
third main objective is to understand the components of a time series,
understand the basics of detecting changes and trends in time series,
knowing how to carry out a Durbin-Watson test for serial correlation
in regression residuals, and knowing how to carry out a Mann-Kendall
test for trend.
This week, work through the two sub-modules and review Chapter 8 in the
textbook. You will need to show mastery of this material in Problem
Set 5. |
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Activities To Do |
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Practice
Problems |
Work Practice
Problems Set 4 if needed.
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Communication |
Threaded
Discussion
Post at least one comment to each of the questions posed by
the instructor, more is better. In addition, post your own questions and
thoughts on the lesson.
Threaded Discussion
Chat
Times to be Decided.
We'll meet in the
Chat Room
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